Iraq's victory over Jordan in Group A put qualification out of reach for the Chinese, who had hired Spanish coach Jose Antonio Camacho in August ahead of the third round of Asia zone qualifiers.
"I really want to beat my breast in agony," Zhang Peiliang, 25, told Reuters in downtown Beijing on Wednesday.
"We lost out on a ticket for the 2014 World Cup even though we have famous Spanish coach José Antonio Camacho. The result cannot be accepted by depressed fans.
"Who knows when the next time will be for China's team to play in the World Cup."
China has qualified for the World Cup finals only once when they played in the 2002 edition held in South Korea and Japan but lost all their group matches and failed to score a goal.
In January, they exited the 16-team Asian Cup at the first hurdle after finishing third in their group behind Uzbekistan and hosts Qatar.
Chinese football has lurched from crisis to crisis in recent years and disaffected fans have turned away from the game amid corruption scandals, match-fixing and violence on and off the pitch.
Fans also voiced their anger on Chinese micro-blogging site Weibo.
"What's the point of victory over Singapore with four goals?" Weiwei jueye wrote. "It seems like food is available shortly after starving people died minutes ago; water is here right after a burning house collapsed."
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